I'm replacing my rear calipers this week, treating the car to a pair of refurbished units also new disks, pads and hubs. so an ideal time to paint. I have used the Foliatec Brake Caliper Lacquer before and can recommend this, as the link says preparation is the key to a good job. I have seen in halfords their own brand of caliper paint, only £6 but not sure how good it is.
Dave M